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CHIC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHIC and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CHIC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Communication Services ETF (CHIC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
10.98%
CHIC
VOO

Key characteristics

Returns By Period


CHIC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

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CHIC vs. VOO - Expense Ratio Comparison

CHIC has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


CHIC
Global X MSCI China Communication Services ETF
Expense ratio chart for CHIC: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CHIC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Communication Services ETF (CHIC) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CHIC, currently valued at -0.51, compared to the broader market0.002.004.00-0.512.30
The chart of Sortino ratio for CHIC, currently valued at -0.66, compared to the broader market-2.000.002.004.006.008.0010.00-0.663.05
The chart of Omega ratio for CHIC, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.000.801.43
The chart of Calmar ratio for CHIC, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.083.39
The chart of Martin ratio for CHIC, currently valued at -0.65, compared to the broader market0.0020.0040.0060.0080.00100.00-0.6515.10
CHIC
VOO


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.51
2.30
CHIC
VOO

Dividends

CHIC vs. VOO - Dividend Comparison

CHIC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20232022202120202019201820172016201520142013
CHIC
Global X MSCI China Communication Services ETF
101.59%1.70%0.22%0.26%1.49%0.53%0.24%2.20%4.53%0.63%0.34%0.03%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHIC vs. VOO - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.25%
-0.76%
CHIC
VOO

Volatility

CHIC vs. VOO - Volatility Comparison

The current volatility for Global X MSCI China Communication Services ETF (CHIC) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.90%. This indicates that CHIC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.90%
CHIC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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